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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Discussion Papers"
~isPartOf:"Discussion Paper Series 1"
~isPartOf:"Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik"
~person:"Biewen, Martin"
~person:"Buch, Claudia M."
~person:"Caporale, Guglielmo Maria"
~person:"Döpke, Jörg"
~person:"Fritsch, Michael"
~person:"Grabka, Markus M."
~person:"Gómez, Rafael"
~person:"Pannenberg, Markus"
~person:"Schnabel, Claus"
~person:"Steiner, Viktor"
~person:"Wagner, Joachim"
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1
Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
Caporale, Guglielmo Maria
-
2013
Using high-frequency transaction data for the three largest European markets (France,
Germany
and Italy), this paper …
Persistent link: https://www.econbiz.de/10013094028
Saved in:
2
Testing for Convergence in Stock Markets : A Non-Linear Factor Approach
Caporale, Guglielmo Maria
-
2013
including monthly stock price indices for five EU countries (
Germany
, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10013095490
Saved in:
3
Trade Union Membership and Dismissals
Goerke, Laszlo
-
2010
In
Germany
, there is no trade union membership wage premium, while the membership fee amounts to 1% of the gross wage … evidence for a private gain from trade union membership which has hitherto not been documented: in West
Germany
, union members …
Persistent link: https://www.econbiz.de/10013137398
Saved in:
4
Trade Union Membership and Sickness Absence : Evidence from a Sick Pay Reform
Goerke, Laszlo
-
2012
In 1996, statutory sick pay was reduced for private sector workers in
Germany
. Using the empirical observation that …
Persistent link: https://www.econbiz.de/10013101198
Saved in:
5
Multi-Factor Gegenbauer Processes and European Inflation Rates
Caporale, Guglielmo Maria
-
2014
In this paper we specify a multi-factor long-memory process that enables us to estimate the fractional differencing parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France, Italy and the UK). The empirical results suggest...
Persistent link: https://www.econbiz.de/10013071161
Saved in:
6
Modelling Structural Breaks in the Us, UK and Japanese Unemployment Rates
Caporale, Guglielmo Maria
-
2006
In this paper we use a general procedure to detect structural breaks at unknown points in time which allows for different orders of integration and deterministic components in each subsample (see Gil-Alana, 2006). First, we extend it to the non-linear case, and show by means of Monte Carlo...
Persistent link: https://www.econbiz.de/10012779948
Saved in:
7
Linkages between the US and European Stock Markets : A Fractional Cointegration Approach
Caporale, Guglielmo Maria
-
2015
This paper analyses the long-memory properties of US and European stock indices, as well as their linkages, using fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the standard ones usually employed in the literature. The...
Persistent link: https://www.econbiz.de/10013013497
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8
The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States : A Fractional Integration and Cointegration Analysis
Caporale, Guglielmo Maria
-
2015
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and non-linearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10013019858
Saved in:
9
On the Persistence of UK Inflation : A Long-Range Dependence Approach
Caporale, Guglielmo Maria
-
2018
This paper examines the degree of persistence in UK inflation by applying long-memory methods to historical data that span the period from 1660 to 2016. Specifically, we use both parametric and non-parametric fractional integration techniques, that are more general than those based on the...
Persistent link: https://www.econbiz.de/10012917992
Saved in:
10
Measuring Alpha in the Fund Management Industry : Do Female Managers Perform Better?
Babalos, Vassilios
-
2013
This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently with previous studies, no significant differences in...
Persistent link: https://www.econbiz.de/10013080505
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